Which is heavier?

If we also take a note of the buoyant force exerted by air upon both the materials, we can see that the box of pillows (which would be bigger as pillows are less dense) is indeed heavier (by mass, not weight).

for 500 pounds of bricks you dont need a very big box, but for 500 pounds of pillows, you need a very large box, the items within the box weigh the same but because the box of pillows has a bigger box then the box of bricks, the box of 500 pillows is heavier.